+2,667.9%
LLY vs XLU
+633.0%
+2,034.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +0.8% | -3.0% | -2.6% |
| 30D | -1.6% | -1.3% | -0.3% | -1.1% |
| 3M | +2.3% | -1.3% | +3.6% | +2.8% |
| 6M | +14.9% | -7.6% | +22.5% | +19.4% |
| YTD | +7.5% | +2.3% | +5.2% | +5.8% |
| 1Y | +55.7% | +5.8% | +49.9% | +50.4% |
| 3Y | +110.6% | +50.5% | +60.1% | +67.3% |
| 5Y | +363.4% | +44.1% | +319.3% | +272.9% |
| 10Y | +1,649.0% | +138.2% | +1,510.8% | +951.5% |
| All | +2,667.9% | +633.0% | +2,034.9% | +785.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling